Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49365.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45304.57 Kr¶

PnL: ---------------------------------------> 248.57 Kr¶

DD now: ---------------------------------> -7.069 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:50:20.119218'

Anic Portfolio¶

Today¶

Return: 1.007 %¶

This Week¶

Return: 0.126 %¶

Total portfolio value¶

Return including deposits: 61.609 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.050000 1678.320000 209.320000 14.250000 1468.999998
Sedana Medical 93 5.650000 2713.740000 192.740000 7.650000 2521.000011
Orrön Energy 180 3.760000 2133.900000 90.900000 4.450000 2043.000000
Atrium Ljungberg B 5 2.990000 981.000000 46.000000 4.920000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 2.720000 890.400000 36.400000 4.260000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
JM 6 2.050000 895.800000 31.800000 3.680000 864.000000
Hoist Finance 35 0.700000 1011.500000 31.500000 3.210000 980.000000
Hexatronic Group 12 2.060000 988.080000 21.080000 2.180000 966.999996
Gränges 9 2.130000 947.700000 19.700000 2.120000 927.999999
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
BioGaia B 8 0.940000 943.200000 13.200000 1.420000 930.000000
Bilia A 8 0.890000 908.000000 8.000000 0.890000 900.000000
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.240000 830.000000 -2.000000 -0.240000 832.000000
ASSA ABLOY B 3 -0.700000 770.400000 -8.600000 -1.100000 779.000001
Biotage 7 -1.630000 927.500000 -13.500000 -1.430000 940.999997
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 -0.150000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -2.550000 908.250000 -31.750000 -3.380000 940.000000
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Addnode Group B 11 -1.650000 886.600000 -34.400000 -3.740000 921.000003
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Indutrade 5 1.510000 1178.500000 -39.500000 -3.240000 1218.000000
Latour B 4 -0.390000 814.800000 -42.200000 -4.920000 857.000000
Hexagon B 26 0.540000 3408.600000 -52.400000 -1.510000 3461.000010
BHG Group 97 3.150000 1397.770000 -61.230000 -4.200000 1458.999989
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45304.570000 248.570000 -7.06895% 45056.000411

Updated:¶

'2023-07-04 10:50:36.835056'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶